Pesticides are chemicals with a great impact in the economy of any country. They are employed for the eradication of pests. Insects constitute one of these pests which are extremely difficult to control. With the passage of the time, insects have become resistant to pesticides, causing huge crop losses and diseases in humans. For this reason, there is an increasing need for the design of more potent insecticides. The present review is focused on the current state of the application of computational approaches as essential tools for the design of novel insecticidal agents. Also, a model based on a substructural approach is presented as a rational, efficient and promising alternative for the discovery of new insecticides.